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Date/Time: Thu, 02 May 2024 17:13:08 +0000



No historical intraday data on a DTC sub instance after contract rollover

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[2016-09-16 11:18:56]
User877893 - Posts: 14
Dear Sirs,

I am running Sierrachart on as Windows8 guest hosted on vmware esxi6. I made a copy of the vmware guest installation for testing purposes. I assigned a new local IP to the test environment, started it up and changed the datafeed from CQG to DTC sub instance with disabled trade routing and trade simulation mode. I adjusted in the Prod-System the firewall settings for DTC and ervery thing works fine, except two things:

- today's contract roll-over (Mini FDax) let all historical intraday data disappear. The [recommendations](http://www.sierrachart.com/index.php?page=doc/HistoricalIntradayData.html) on your website did not work so far.

> F.US.FDXMZ16 [CB] 60 Volume #2 | Reloading chart. | 2016-09-16 13:10:43
>
> F.US.FDXMZ16 [CB] 60 Volume #2 | Symbol Settings not found for symbol. Unable to build continuous futures contract chart. | 2016-09-16 13:10:43
>
> F.US.FDXMZ16 [CB] 60 Volume #2 | There are no continuous futures contract symbols. Loading data normally. | 2016-09-16 13:10:43
>
> F.US.FDXMZ16 [CB] 60 Min #4 | Reloading chart. | 2016-09-16 13:10:43
>
> F.US.FDXMZ16 [CB] 60 Min #4 | Symbol Settings not found for symbol. Unable to build continuous futures contract chart. | 2016-09-16 13:10:43
>
> F.US.FDXMZ16 [CB] 60 Min #4 | There are no continuous futures contract symbols. Loading data normally. | 2016-09-16 13:10:43
>
> F.US.FDXMZ16 [CB] 200 Volume #1 | Reloading chart. | 2016-09-16 13:10:43
>
> F.US.FDXMZ16 [CB] 200 Volume #1 | Symbol Settings not found for symbol. Unable to build continuous futures contract chart. | 2016-09-16 13:10:43
>
> F.US.FDXMZ16 [CB] 200 Volume #1 | There are no continuous futures contract symbols. Loading data normally. | 2016-09-16 13:10:43
>

- I work with constant volume bars (CVB). Although all setting are identical and both systems, the candles are different. This might have influence on candlestick patterns and therfore for trading decisions. IMHO, the candles should be identical if they would constructed from day opening onwards.

Thank you for your support in advance!
[2016-09-16 16:46:08]
Sierra Chart Engineering - Posts: 104368
Do you see the F.US.FDXMZ16 symbol in File >> Find Symbol?

Also, refer to this section:
http://www.sierrachart.com/index.php?page=doc/DTCServer.php#HistoricalDataAndMissingData
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2016-09-17 10:40:29]
User877893 - Posts: 14
Thank you for your quick response - as always...

I checked your answer on my test system and here is my reply:

No, all dialog fields in the DTC sub instance are empty. Pasting "F.US.FDXMZ16" into the field "Selected Symbol" opens the current contract but again without any intraday history.
On the DTC server all data are available - current as well as historic realtime data.
On both systems all F.US.FDXM*.scid files in the data directory are available.

I hope that you con solve my problem with these answers.

Best regards
[2016-09-17 10:47:04]
Sierra Chart Engineering - Posts: 104368
Follow the instructions here to update the Symbol Settings:
Global Symbol Settings: Update Symbol Settings

It is necessary to have the Symbol Settings to be able to build a Continuous Futures Contract chart.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2016-09-17 10:47:18
[2016-09-17 11:06:16]
User877893 - Posts: 14
Thank you for your quick response - even on a Saturday!

I tried to update the symbols - however it had no effect. The button did not turn grey - not even for a millisecond.

I doublechecked the firewall settings - all ports are open for sierrachart within a local network.

Best regards
[2016-09-17 11:14:39]
Sierra Chart Engineering - Posts: 104368
So there are no Symbols listed in the Global Symbol Settings?

Also, when you perform this procedure, Sierra Chart will need to be connected to the Server. And what is Global Settings >> Data/Trade Service Settings >> Service set to?
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2016-09-17 11:18:54]
User877893 - Posts: 14
it is set to "DTC Sub Instance". I do receive the realtime data.

Both systems would be accessible via teamviewer - just in case...
[2016-09-18 01:05:26]
Sierra Chart Engineering - Posts: 104368
- Clear the Message Log:

Message Log: Clearing the Message Log

-In the DTC sub instance, reconnect to the data feed with the Disconnect and Connect commands on the File menu.

- Update the Symbol Settings again.

Provide a copy of the Message Log following these instructions:
https://www.sierrachart.com/index.php?page=PostingInformation.php#MessageLog
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2016-09-18 07:52:16]
User877893 - Posts: 14
Software version: 1455 | 2016-09-18 09:48:00
Uses New Spreadsheets | 2016-09-18 09:48:00
Usage end date: 2017-07-18 | 2016-09-18 09:48:00
Enabled for: Advanced Features. | 2016-09-18 09:48:00
Enabled for: Sierra Chart Historical Data Service. | 2016-09-18 09:48:00
Allow Support for Sierra Chart Data Feeds is enabled. | 2016-09-18 09:48:00
Current selected Data/Trading service: DTC - Sub Instance | 2016-09-18 09:48:00
Chart Update Interval: 200 | 2016-09-18 09:48:00
Time Zone: +02:00:00 (CET+01CEST+01,M3.5.0/02:00,M10.5.0/03:00) | 2016-09-18 09:48:00
2016-09-18 09:48:00 Local computer time | 2016-09-18 09:48:00
2016-09-18 07:48:00 Local computer time in UTC | 2016-09-18 09:48:00
2016-09-18 09:48:00 Local computer time in SC Time Zone | 2016-09-18 09:48:00
Program path: C:\SierraChart\ | 2016-09-18 09:48:00
Data Files path: C:\SierraChart\Data\ | 2016-09-18 09:48:00
OS Version Number: 6.2 | 2016-09-18 09:48:00
Locale Setting: C | 2016-09-18 09:48:00

File >> Disconnect selected. | 2016-09-18 09:48:23
Socket (5) | Shutdown and closed. | 2016-09-18 09:48:23
CQG FIX Trading | Disconnected. | 2016-09-18 09:48:23

CQG FIX Trading | Connecting to the server 192.168.145.105. Port 11099 | 2016-09-18 09:48:47
Socket (9) | Connected. | 2016-09-18 09:48:47
CQG FIX Trading | Connected to server. | 2016-09-18 09:48:47
CQG FIX Trading | Sending Encoding Request to server | 2016-09-18 09:48:47
CQG FIX Trading | Setting DTC Encoding to Binary VLS | 2016-09-18 09:48:47
CQG FIX Trading | Sending logon request message. | 2016-09-18 09:48:47
CQG FIX Trading | Received logon response. | 2016-09-18 09:48:47
CQG FIX Trading | Server Name: SC DTC Server. | 2016-09-18 09:48:47
CQG FIX Trading | Server protocol version: 7. Client protocol version: 7 | 2016-09-18 09:48:47
CQG FIX Trading | Successfully connected. Connected to SC DTC Protocol server. Service=cqgfix. | 2016-09-18 09:48:47
CQG FIX Trading | Connected to data and trading server. | 2016-09-18 09:48:47
CQG FIX Trading | Starting real-time market data updates for: EURUSD. ID: 1 | 2016-09-18 09:48:47
CQG FIX Trading | Requesting security definition data for: EURUSD. ID: 1 | 2016-09-18 09:48:47
CQG FIX Trading | Starting real-time market data updates for: GER30. ID: 2 | 2016-09-18 09:48:47
CQG FIX Trading | Requesting security definition data for: GER30. ID: 2 | 2016-09-18 09:48:47
Checking for new symbol settings for cqg | 2016-09-18 09:48:47
HTTPS connection to www.sierrachart.com:443 (0) | Resolved address sierrachart.com to IP 5.9.8.236. | 2016-09-18 09:48:47
HTTPS connection to www.sierrachart.com:443 (10) | Error received in OnConnect while connecting. Windows error code 10051: Ein Socketvorgang bezog sich auf ein nicht verfügbares Netzwerk. | 2016-09-18 09:48:47
HTTPS connection to www.sierrachart.com:443 (10) | Shutdown and closed. | 2016-09-18 09:48:47
HTTP request 2 for symbol settings MD5 for CQG WebAPI failed. | 2016-09-18 09:48:47
CQG FIX Trading | Starting real-time market data updates for: F.US.FDXMZ16. ID: 3 | 2016-09-18 09:48:47
CQG FIX Trading | Requesting security definition data for: F.US.FDXMZ16. ID: 3 | 2016-09-18 09:48:47
Intraday data recording state for symbol F.US.FDXMZ16 is set to download 'Pending'. | 2016-09-18 09:48:47
Delaying start of download for F.US.FDXMZ16 | 2016-09-18 09:48:47
CQG FIX Trading | Starting real-time market data updates for: F.US.DDZ16. ID: 4 | 2016-09-18 09:48:47
CQG FIX Trading | Requesting security definition data for: F.US.DDZ16. ID: 4 | 2016-09-18 09:48:47
Intraday data recording state for symbol F.US.DDZ16 is set to download 'Pending'. | 2016-09-18 09:48:47
HD Request # 6 | Downloading Intraday chart data for F.US.FDXMZ16 to the file F.US.FDXMZ16.scid. Service: DTCSubInstance | 2016-09-18 09:48:47
HD Request # 6 | Download start Date-Time: 2016-09-16 22:03:26.000 | 2016-09-18 09:48:47
HD Request # 6 | Using server: 192.168.145.105 port 11098 | 2016-09-18 09:48:47
Socket (11) | Connected. | 2016-09-18 09:48:47
HD Request # 6 | Sending historical data logon request message. | 2016-09-18 09:48:47
HD Request # 6 | Requesting Intraday data. Start Date-Time: 2016-09-16 22:03:26. Record interval: 0. Symbol: F.US.FDXMZ16 | 2016-09-18 09:48:47
HD Request # 6 | Decompressing data. | 2016-09-18 09:48:47
HD Request # 6 | Receiving Intraday data for F.US.FDXMZ16 starting at 2016-09-16 22:03:26 | 2016-09-18 09:48:47
Socket (11) | Shutdown and closed. | 2016-09-18 09:48:47
The network socket for historical data has been closed. | 2016-09-18 09:48:47
HD Request # 6 | Received 1 record from 2016-09-16 22:03:26 to 2016-09-16 22:03:26 (0.0 seconds) and wrote 0 records for F.US.FDXMZ16 | 2016-09-18 09:48:47
HD Request # 6 | Intraday download COMPLETE for F.US.FDXMZ16. Completion time: 0s. Unique request ID: 5 | 2016-09-18 09:48:47
Removed historical data download ID 5 | 2016-09-18 09:48:47
Real-time Intraday chart data file updates started for F.US.FDXMZ16 | 2016-09-18 09:48:47
Intraday chart data file opened for F.US.FDXMZ16 | 2016-09-18 09:48:47

Delaying start of download for F.US.DDZ16 | 2016-09-18 09:48:47
Requesting market depth updates for: F.US.DDZ16 if supported. | 2016-09-18 09:48:52
Requesting market depth updates for: F.US.FDXMZ16 if supported. | 2016-09-18 09:48:52
CQG FIX Trading | Clearing market depth for F.US.DDZ16. | 2016-09-18 09:48:52
CQG FIX Trading | Clearing market depth for F.US.FDXMZ16. | 2016-09-18 09:48:52
HD Request # 7 | Downloading Intraday chart data for F.US.DDZ16 to the file F.US.DDZ16.scid. Service: DTCSubInstance | 2016-09-18 09:48:52
HD Request # 7 | Download start Date-Time: 2016-09-16 22:03:26.000 | 2016-09-18 09:48:52
HD Request # 7 | Using server: 192.168.145.105 port 11098 | 2016-09-18 09:48:52
Socket (12) | Connected. | 2016-09-18 09:48:52
HD Request # 7 | Sending historical data logon request message. | 2016-09-18 09:48:52
HD Request # 7 | Requesting Intraday data. Start Date-Time: 2016-09-16 22:03:26. Record interval: 0. Symbol: F.US.DDZ16 | 2016-09-18 09:48:52
HD Request # 7 | Decompressing data. | 2016-09-18 09:48:52
HD Request # 7 | Receiving Intraday data for F.US.DDZ16 starting at 2016-09-16 22:03:26 | 2016-09-18 09:48:52
Socket (12) | Shutdown and closed. | 2016-09-18 09:48:52
The network socket for historical data has been closed. | 2016-09-18 09:48:52
HD Request # 7 | Received 1 record from 2016-09-16 22:03:26 to 2016-09-16 22:03:26 (0.0 seconds) and wrote 0 records for F.US.DDZ16 | 2016-09-18 09:48:52
HD Request # 7 | Intraday download COMPLETE for F.US.DDZ16. Completion time: 0s. Unique request ID: 6 | 2016-09-18 09:48:52
Removed historical data download ID 6 | 2016-09-18 09:48:52
Real-time Intraday chart data file updates started for F.US.DDZ16 | 2016-09-18 09:48:52
Intraday chart data file opened for F.US.DDZ16 | 2016-09-18 09:48:52

Requesting symbol settings for cqg. Overwrite = on. | 2016-09-18 09:49:41
HTTPS connection to www.sierrachart.com:443 (0) | Resolved address sierrachart.com to IP 5.9.8.236. | 2016-09-18 09:49:41
HTTPS connection to www.sierrachart.com:443 (13) | Error received in OnConnect while connecting. Windows error code 10051: Ein Socketvorgang bezog sich auf ein nicht verfügbares Netzwerk. | 2016-09-18 09:49:41
HTTPS connection to www.sierrachart.com:443 (13) | Shutdown and closed. | 2016-09-18 09:49:41
HTTP request #1 for symbol settings for CQG WebAPI failed. | 2016-09-18 09:49:41
[2016-09-18 08:15:16]
Sierra Chart Engineering - Posts: 104368
This is the problem:

Requesting symbol settings for cqg. Overwrite = on. | 2016-09-18 09:49:41
HTTPS connection to www.sierrachart.com:443 (0) | Resolved address sierrachart.com to IP 5.9.8.236. | 2016-09-18 09:49:41
HTTPS connection to www.sierrachart.com:443 (13) | Error received in OnConnect while connecting. Windows error code 10051: Ein Socketvorgang bezog sich auf ein nicht verfügbares Netzwerk. | 2016-09-18 09:49:41
HTTPS connection to www.sierrachart.com:443 (13) | Shutdown and closed. | 2016-09-18 09:49:41
HTTP request #1 for symbol settings for CQG WebAPI failed. | 2016-09-18 09:49:41

Refer to:
HTTP Communication Errors
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2016-09-18 08:52:55]
User877893 - Posts: 14
Thanks to your support I found a wrong setting for the standard IP4 gateway definition. Now the system works properly!!!!


Best regards!

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